Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

Title: Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data
Creator: González, Karen; Coronel, Maria; Carvajal, Rodrigo; Escárate, Pedro; Agüero, Juan C.
Relation: 18th IFAC Symposium on System Identification SYSID 2018. Proceedings of the 18th IFAC Symposium on System Identification SYSID 2018, Volume 51 (Stockholm, Sweden 09-11 July, 2018) p. 712-717
Publisher Link: http://dx.doi.org/10.1016/j.ifacol.2018.09.199
Publisher: International Federation of Automatic Control
Resource Type: conference paper
Date: 2018
Description: In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima.
Subject: maximum likelihood methods; continuous time system estimation; time series; regular samplings
Identifier: http://hdl.handle.net/1959.13/1447926
Identifier: uon:43262
Language: eng
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